Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18.12.2014 | 1.82% | 0.56 | 0.57 | 200'000 | 200'000 | 200'000 | 200'000 | 109'040 | 111'040 | 96.04% | 96.04% |
17.12.2014 | 1.91% | 0.51 | 0.52 | 250'000 | 250'000 | 249'738 | 249'738 | 129'748 | 132'245 | 97.95% | 97.95% |
16.12.2014 | 1.95% | 0.51 | 0.52 | 250'000 | 250'000 | 250'000 | 250'000 | 127'196 | 129'696 | 96.35% | 96.35% |
15.12.2014 | 1.85% | 0.50 | 0.51 | 250'000 | 250'000 | 250'000 | 250'000 | 134'246 | 136'746 | 97.30% | 97.30% |
12.12.2014 | 2.06% | 0.48 | 0.49 | 250'000 | 250'000 | 250'000 | 250'000 | 119'934 | 122'434 | 98.59% | 98.59% |
11.12.2014 | 1.99% | 0.52 | 0.53 | 250'000 | 250'000 | 250'000 | 250'000 | 124'753 | 127'253 | 72.69% | 72.69% |
10.12.2014 | 1.20% | 0.72 | 0.73 | 250'000 | 250'000 | 250'000 | 250'000 | 208'835 | 211'335 | 90.48% | 90.48% |
09.12.2014 | 1.01% | 0.90 | 0.91 | 250'000 | 250'000 | 250'000 | 250'000 | 245'963 | 248'463 | 97.59% | 97.59% |
08.12.2014 | 0.92% | 1.05 | 1.06 | 250'000 | 250'000 | 250'000 | 250'000 | 270'379 | 272'879 | 99.39% | 99.39% |